Astera Labs, Inc. Common Stock (ALAB) Options History
Historical options analytics archive for ALAB with monthly max pain, implied volatility, gamma exposure, and put/call data.
28 months of complete options data available.
ALAB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ALAB. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 126.7% | 92.9% | $230.00 | $16.9M | -$2.23B | 0.83 |
| 2026-06 | 21 | 106.9% | 84.1% | $260.00 | $22.2M | -$5.40B | 0.71 |
| 2026-05 | 20 | 95.5% | 63.7% | $195.00 | $22.1M | -$3.67B | 0.70 |
| 2026-04 | 21 | 97.9% | 63.1% | $145.00 | $12.8M | -$1.15B | 0.61 |
| 2026-03 | 22 | 82.8% | 31.1% | $130.00 | -$3.5M | $106.2M | 0.86 |
| 2026-02 | 19 | 91.9% | 43.4% | $140.00 | -$6.7M | $218.7M | 0.87 |
This archive aggregates ALAB's daily end-of-day options snapshots into monthly summaries, spanning 2024-04 through 2026-07. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how ALAB option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-07) shows an average ATM implied volatility near 126.7%, a month-end max-pain strike around $230.00, an average put/call ratio of 0.83.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked ALAB history questions
- How much options history is available for ALAB?
- This archive holds 28 months of ALAB options analytics, spanning 2024-04 through 2026-07. Each entry is a monthly rollup of ALAB's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the ALAB archive.
- What data does each monthly ALAB aggregate contain?
- Every monthly row summarizes that month of ALAB option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-07 recorded an average ATM implied volatility near 126.7%, an average IV rank of 92.9%, a month-end max-pain strike around $230.00, an average put/call ratio of 0.83.
- How is the ALAB options-history archive built and how often does it update?
- The archive is derived from ALAB's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how ALAB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.